gh-141004: Improve `make check-c-api-docs` (GH-143564)

- Gather all documented names into a set in a single pass.
  This makes the check much faster.

- Do not match substrings (e.g. documenting `PyErr_WarnEx`
  doesn't mean that `PyErr_Warn` is documented)

- Consider `PY`-prefixed names (a lot of old macros use this)